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The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
The derivatives market gathered in London on Thursday night to celebrate its leading players
Internal restrictions mean SSAs issue fewer CMS-linked notes
JP Morgan and Dutch pension fund PGGM transacted derivatives margin trade
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The US Commodity Futures Trading Commission has issued an order filing and settling charges against broker-dealer Merrill Lynch for allegedly failing to diligently supervise its officers', employees', and agents' processing of futures exchange and clearing fees charged to its customers. The Commission’s order requires the firm pays a $1.2mn civil monetary penalty. -
Buyside firms are taking responsibility for reporting of collateral and valuations in-house, voicing fears that delegating reporting of such data creates liability concerns.
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Investors have increasingly been buying options on the euro against both the dollar and sterling, as market participants expect further volatility to occur in the single currency following comments from European Central Bank president Mario Draghi at last week’s annual symposium in Jackson Hole.
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Volatility arbitrage hedge funds were seen last week buying far out-the-money November 2014 and March 2015 calls on realized S&P 500 forward variance swaps.
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Société Générale is seeing interest among macro hedge funds for outperformance options that pit a newly created Japan buyback index against the Topix Total Return Index.
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Overall credit default swap notional that was reported to swap data repositories last week decreased by 27% from the previous week, according to data from the International Swaps and Derivatives Association. This follows a decrease of 30% from the week prior. Overall interest rates derivatives trading that was reported, also declined by 13%.
